Sugar Historical Replay: 2010-11 to 2011-05
Replay 122 daily bars of US sugar futures from November 2010 to May 2011, a span that saw a 42.0% maximum drawdown amid the North African unrest shock to grain and soft commodity prices. Step through each session, make your own calls at 21 decision points, and receive an AI coach review of your simulated trades.
122 daily bars · 21 decision points · 2010-11 to 2011-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 42.0% and a 35.0% run-up.
- Max drawdown
- −42.0%
- Max run-up
- +35.0%
- Duration
- 177 days
- Largest single-day move
- −10.2%
- Bars
- 122 Daily bars
- Decision points
- 21
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
From November 2010 to May 2011, US sugar futures traders faced one of the decade's most volatile stretches in soft commodities. The 122 daily bars in this replay capture a market caught in the crosscurrents of North African geopolitical upheaval, which disrupted grain and soft commodity supply chains globally. For traders, the stakes were clear: navigate a shock-driven environment where political events hundreds of miles away could swing prices dramatically within hours.
The numbers tell a story of extremes. Sugar closed the period at 21.45, down 19.0% from its 26.47 opening—itself a significant decline. Yet that headline figure obscures the turmoil beneath: a maximum drawdown of 42.0% tested any long conviction severely, while the largest single-bar move of 10.2% reminded traders that commodities can gap against positions overnight. With 21 decision points embedded across the replay, including 7 the system flagged as critical, the scenario offered repeated opportunities to prove (or question) one's discipline.
This replay is a laboratory for process, not prediction. The lesson is not that one should have known the direction but that managing risk during a commodity shock demands sizing discipline, pre-defined exit levels, and psychological flexibility when a 10.2% bar appears against you. Traders who survived did so by respecting drawdown limits, not by calling tops.